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Asymptotic behavior for the Robbins–Monro process - MaRDI portal

Asymptotic behavior for the Robbins–Monro process (Q4684959)

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scientific article; zbMATH DE number 6943655
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English
Asymptotic behavior for the Robbins–Monro process
scientific article; zbMATH DE number 6943655

    Statements

    title
    Asymptotic behavior for the Robbins–Monro process (English)
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    author
    Yu Miao
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    Manru Dong
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    publication date
    26 September 2018
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    zbMATH Keywords
    Robbins-Monro process
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    moderate deviation
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    exponential inequality
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    Identifiers

    DOI
    10.1017/jpr.2018.35
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    Mathematics Subject Classification ID
    62L20
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    62F12
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    60F10
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    zbMATH DE Number
    6943655
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    OpenAlex ID
    W2884694634
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